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Trade: AVAX/USDT/360/PWMA/VWMA/4019

Strategy
AVAX/USDT/360/PWMA/VWMA/4019
Pair
AVAX_USDT
Interval
6h
Score
311631
Daily Profit
0.169503
Profit Factor
1.785297
Profitability
52.941176
Streak
109.057154
Best Strategy
Training Data Length
1828.000000
Evaluation Time
2025-09-24 10:22
Expiration Time
2025-11-17 22:09

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 1153599.0947 1146733.7153 6865.3793 1158489.5865 2110699.8687 -952210.2823
Total P&L (%) 1153.5991 1146.7337 6.8654 1158.4896 2110.6999 -952.2103
Avg Daily Profit (%) 0.6311 0.6273 0.0038 0.1386 0.1695 0
Buy And Hold Return (%) 800.0159 800.0159 800.0159 800.0159 800.0159 800.0159
Max Trade Drawdown -104090 -98868 -79415 -1330656 -1114398 -1278454
Profit Factor 3.0668 5.4149 1.023 1.1994 1.7853 0.6951
Total Trades 68 34 34 68 34 34
Winning Trades 33 18 15 33 18 15
Losing Trades 35 16 19 35 16 19
Profitability (%) 48.5294 52.9412 44.1176 48.5294 52.9412 44.1176
Ratio Avg Win / Avg Loss 3.2527 4.8133 1.2958 1.2721 1.5869 0.8804
Largest Winning Trade 659887 659887 75607 1463926 1463926 474571
Largest Losing Trade -53789 -53789 -39454 -481509 -464253 -481509
Avg Bars in Trades 101 104 99 101 104 99
Avg Bars in Winners 130 127 133 130 127 133
Avg Bars in Losers 75 78 72 75 78 72
Bars Traded 6929 3558 3371 6929 3558 3371
Profit Streak 0 109.0572 0 0 109.0572 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -125044 -10230 -551101 -149477 311631 -583082

Evaluation Data

{
    "trading_pair": "AVAX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7312,
    "evaluation_days": 1828,
    "actual_first_datapoint_time": 1600754400000,
    "first_datapoint_time": 1605679200000,
    "last_datapoint_time": 1758672000000,
    "evaluation_time": 1758698538097,
    "expiration_time": 1763410176000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 229,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 108,
            "offset": 0
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            1153599.0946605557,
            1146733.715342532,
            6865.3793180245,
            1158489.5864668263,
            2110699.868724886,
            -952210.2822580598
        ],
        [
            1153.599095,
            1146.733715,
            6.865379,
            1158.489586,
            2110.699869,
            -952.210282
        ],
        [
            0.631072,
            0.627316,
            0.003756,
            0.138635,
            0.169503,
            0
        ],
        [
            800.015887,
            800.015887,
            800.015887,
            800.015887,
            800.015887,
            800.015887
        ],
        [
            -104090,
            -98868,
            -79415,
            -1330656,
            -1114398,
            -1278454
        ],
        [
            3.066814,
            5.414937,
            1.023006,
            1.199378,
            1.785297,
            0.695072
        ],
        [
            68,
            34,
            34,
            68,
            34,
            34
        ],
        [
            33,
            18,
            15,
            33,
            18,
            15
        ],
        [
            35,
            16,
            19,
            35,
            16,
            19
        ],
        [
            48.529412,
            52.941176,
            44.117647,
            48.529412,
            52.941176,
            44.117647
        ],
        [
            3.252681,
            4.813278,
            1.295808,
            1.272068,
            1.58693,
            0.880424
        ],
        [
            659887,
            659887,
            75607,
            1463926,
            1463926,
            474571
        ],
        [
            -53789,
            -53789,
            -39454,
            -481509,
            -464253,
            -481509
        ],
        [
            101,
            104,
            99,
            101,
            104,
            99
        ],
        [
            130,
            127,
            133,
            130,
            127,
            133
        ],
        [
            75,
            78,
            72,
            75,
            78,
            72
        ],
        [
            6929,
            3558,
            3371,
            6929,
            3558,
            3371
        ],
        [
            0,
            109.057154,
            0,
            0,
            109.057154,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -125044,
            -10230,
            -551101,
            -149477,
            311631,
            -583082
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AVAX_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7312,
    "evaluation_days": 1828,
    "actual_first_datapoint_time": 1600754400000,
    "first_datapoint_time": 1605679200000,
    "last_datapoint_time": 1758672000000,
    "evaluation_time": 1758698538097,
    "expiration_time": 1763410176000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 229,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 108,
            "offset": 0
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)